Experiment log · GP

Searching for profit that survives costs

1,105,920 unique configurations in this batch; 352 finalists received full and recent stress replays. Starting cash: ৳100,000. Data through 2026-10-13. Compute: local connected computer.

Initial search Robust search Recent stress search Exhaustive parameter grid All 51 indicator families

Full historical period: 2009-11-16 → 2026-10-13 (16.9 years). Selected finalist annualized return: -5.3%. This annualized figure describes the historical raw-price simulation.

All settings were tested for 6 fixed rule sets in the declared grid. The maximum is proven only within that finite historical grid. Full and recent-period results were used to select finalists, so those returns are in-sample. No global maximum across all possible strategies has been established. Corporate-action adjustments remain incomplete.

Verified finite search

Does the winner survive small changes?

Grid maximum NAV৳443,253

Nearby profitable settings25/25

Neighbour median NAV৳376,531

One extra session delay৳260,512

Stops and maximum holding periods varied by ±10% and ±20%. 25/25 nearby settings also had positive recent stress returns. Nearby full-history NAV ranged from ৳262,794 to ৳443,253. This is parameter sensitivity on the same historical data, not independent validation.

1× modeled trading costs৳443,253

1.5× modeled trading costs৳408,239

2× modeled trading costs৳377,450

3× modeled trading costs৳322,271

1,105,920 grid accounts and 352 detailed finalist ledgers checked. Reconciliation failures: 0.

Choose profit with more trades

Jump to the highest historical NAV that meets a minimum completed-position count. The saved frontier covers this trade-off.

Profit versus completed positions

Each dot is a finalist. Horizontal = full-history completed positions; vertical = full-history net return. Select a dot to inspect it.

Teal: positive recent stress return. Rose: zero or negative recent stress return.

The trade count–profit frontier

These 72 grid candidates cannot be beaten on both historical NAV and completed positions by another grid candidate. More positions often reduce profit.

Compare every trade-off and open its fills

Completed positions	Full-history NAV	Recent stress NAV	Inspect
465	৳479	৳19,237	Rules & trades →
459	৳570	৳19,289	Rules & trades →
455	৳608	৳30,525	Rules & trades →
454	৳696	৳29,045	Rules & trades →
452	৳696	৳19,289	Rules & trades →
415	৳713	৳19,289	Rules & trades →
411	৳717	৳19,289	Rules & trades →
405	৳1,133	৳19,289	Rules & trades →
404	৳1,549	৳19,289	Rules & trades →
402	৳1,771	৳19,289	Rules & trades →
372	৳2,015	৳19,289	Rules & trades →
371	৳2,622	৳19,289	Rules & trades →
363	৳2,910	৳19,289	Rules & trades →
343	৳2,924	৳20,089	Rules & trades →
335	৳3,181	৳47,792	Rules & trades →
333	৳4,607	৳37,882	Rules & trades →
329	৳5,476	৳37,882	Rules & trades →
313	৳5,574	৳30,360	Rules & trades →
310	৳6,173	৳43,102	Rules & trades →
303	৳8,989	৳39,010	Rules & trades →
300	৳9,801	৳38,916	Rules & trades →
295	৳12,981	৳32,156	Rules & trades →
292	৳13,676	৳41,873	Rules & trades →
260	৳13,883	৳26,610	Rules & trades →
259	৳15,710	৳26,610	Rules & trades →
257	৳15,781	৳30,307	Rules & trades →
256	৳16,033	৳45,581	Rules & trades →
255	৳19,080	৳30,307	Rules & trades →
208	৳20,877	৳36,159	Rules & trades →
198	৳22,131	৳53,195	Rules & trades →
196	৳25,143	৳33,095	Rules & trades →
187	৳33,566	৳58,245	Rules & trades →
186	৳34,489	৳53,071	Rules & trades →
167	৳35,171	৳40,802	Rules & trades →
165	৳37,440	৳37,845	Rules & trades →
161	৳42,263	৳74,918	Rules & trades →
158	৳44,043	৳78,126	Rules & trades →
157	৳53,519	৳74,918	Rules & trades →
154	৳56,264	৳44,128	Rules & trades →
153	৳62,778	৳49,942	Rules & trades →
147	৳65,022	৳64,084	Rules & trades →
137	৳73,649	৳47,943	Rules & trades →
136	৳78,632	৳50,001	Rules & trades →
135	৳80,826	৳50,473	Rules & trades →
129	৳99,944	৳52,622	Rules & trades →
128	৳100,941	৳52,622	Rules & trades →
119	৳100,995	৳43,038	Rules & trades →
118	৳101,946	৳46,575	Rules & trades →
117	৳110,155	৳49,557	Rules & trades →
103	৳133,375	৳48,996	Rules & trades →
102	৳136,102	৳55,284	Rules & trades →
101	৳138,379	৳53,456	Rules & trades →
98	৳145,520	৳54,043	Rules & trades →
79	৳150,242	৳115,900	Rules & trades →
78	৳159,180	৳120,816	Rules & trades →
77	৳160,935	৳120,816	Rules & trades →
76	৳161,019	৳120,816	Rules & trades →
74	৳181,538	৳116,988	Rules & trades →
73	৳199,142	৳121,853	Rules & trades →
60	৳200,452	৳118,366	Rules & trades →
48	৳211,201	৳128,871	Rules & trades →
44	৳221,072	৳119,591	Rules & trades →
39	৳242,605	৳130,354	Rules & trades →
38	৳272,593	৳130,354	Rules & trades →
37	৳278,807	৳126,439	Rules & trades →
33	৳291,973	৳126,422	Rules & trades →
32	৳298,043	৳122,630	Rules & trades →
25	৳341,394	৳127,207	Rules & trades →
24	৳389,702	৳129,084	Rules & trades →
22	৳402,891	৳133,960	Rules & trades →
17	৳411,464	৳119,509	Rules & trades →
15	৳443,253	৳124,915	Rules & trades →

Inspect finalist

#254 · MACD

Full-history NAV৳39,867

Net return -60.1% · drawdown 72.8% · 94 closed positions

2024 onward NAV৳124,065

Net return 24.1% · drawdown 20.8% · 13 closed positions

2024 stress NAV৳148,240

Net return 48.2% · drawdown 12.6% · 10 closed positions

Variant 2; fixed stop 15.0%; maximum 20 sessions; gate EMA 50; continuous signal; exit stop/time only; trailing arms at 8.0%, distance 3.5%; partial sale at 0.0% (0 = off).

Account reconciliation

Cash৳39,867

Unsettled৳0

Holdings৳0

NAV৳39,867

Realized P&L৳-60,133

Unrealized P&L৳0

Fees৳38,551

Friction৳17,782

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳2.18e-11. Normal replay: 0.44% commission plus 0.2% base friction per side, modeled impact and T+3. Stress doubles commission/base friction and uses T+5. These are research assumptions.

All fills for finalist #254

188 fills, including partial sales. Page 2.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2017-06-07	BUY	116	337.9	172.46	80.47	-39,449.33	0
2017-07-10	SELL	116	340	173.54	79.64	39,186.82	-262.51
2017-07-13	BUY	110	354.8	171.72	78.73	-39,278.46	0
2017-08-10	SELL	110	376.2	182.08	83.29	41,116.63	1,838.17
2017-08-17	BUY	105	388	179.26	82.1	-41,001.36	0
2017-09-11	SELL	105	419.78	193.94	89.03	43,793.41	2,792.05
2017-09-14	BUY	103	423.1	191.75	87.92	-43,858.97	0
2017-10-15	SELL	103	429	194.42	89.33	43,903.25	44.28
2017-10-25	BUY	99	440	191.66	87.99	-43,839.65	0
2017-11-15	SELL	99	489.16	213.08	97.63	48,115.98	4,276.33
2017-11-20	BUY	98	489.5	211.07	96.62	-48,278.69	0
2017-12-18	SELL	98	469.4	202.41	92.8	45,705.99	-2,572.7
2018-01-04	BUY	93	487.6	199.53	91.69	-45,638.01	0
2018-02-01	SELL	93	504	206.24	94.39	46,571.37	933.36
2018-02-06	BUY	93	495	202.55	92.68	-46,330.24	0
2018-03-07	SELL	93	487.9	199.65	91.75	45,083.3	-1,246.94
2018-04-11	BUY	93	483.2	197.73	91.18	-45,226.5	0
2018-05-14	SELL	93	465.6	190.52	87.43	43,022.85	-2,203.65
2018-10-25	BUY	113	381	189.43	87.62	-43,330.05	0
2018-11-25	SELL	113	364.5	181.23	83.91	40,923.36	-2,406.69
2019-01-01	BUY	109	370	177.45	82.74	-40,590.19	0
2019-01-29	SELL	109	411	197.12	90.51	44,511.38	3,921.18
2019-02-03	BUY	111	398.2	194.48	89.08	-44,483.76	0
2019-03-05	SELL	111	394	192.43	88.12	43,453.45	-1,030.32
2019-03-24	BUY	109	398	190.88	87.77	-43,660.65	0
2019-04-24	SELL	109	374.8	179.75	82.41	40,591.04	-3,069.62
2019-06-12	BUY	110	365	176.66	82.5	-40,409.16	0
2019-07-11	SELL	110	333	161.17	74.79	36,394.03	-4,015.12
2019-09-23	BUY	101	361	160.43	73.93	-36,695.35	0
2019-10-22	SELL	101	320	142.21	65.44	32,112.36	-4,583
2019-11-20	BUY	98	323.1	139.32	64.27	-31,867.39	0
2019-12-19	SELL	98	291.1	125.52	57.77	28,344.51	-3,522.89
2020-02-20	BUY	101	280	124.43	57.01	-28,461.45	0
2020-02-25	SELL	101	292	129.76	59.31	29,302.92	841.48
2020-07-21	BUY	119	245.9	128.75	59.38	-29,450.23	0
2020-08-09	SELL	119	255	133.52	61.08	30,150.4	700.17
2020-08-13	BUY	103	290	131.43	60.07	-30,061.5	0
2020-09-13	SELL	103	347.6	157.53	71.98	35,573.29	5,511.79
2020-09-16	BUY	102	345	154.84	70.77	-35,415.61	0
2020-10-14	SELL	102	333	149.45	68.74	33,747.81	-1,667.8
2020-12-09	BUY	101	334.1	148.47	68.57	-33,961.15	0
2021-01-06	SELL	101	374.42	166.39	76.33	37,573.69	3,612.55
2021-01-11	BUY	100	373.6	164.38	75.36	-37,599.75	0
2021-02-08	SELL	100	376.8	165.79	76.07	37,438.13	-161.62
2021-04-20	BUY	110	336.3	162.77	75.58	-37,231.34	0
2021-05-20	SELL	110	343	166.01	76.9	37,487.08	255.74
2021-05-25	BUY	109	341.1	163.59	75.71	-37,419.2	0
2021-06-23	SELL	109	345.2	165.56	76.6	37,384.64	-34.57
2021-07-06	BUY	107	348.4	164.03	75.97	-37,518.8	0
2021-08-03	SELL	107	366.7	172.64	79.54	38,984.72	1,465.92
2021-08-11	BUY	108	360	171.07	78.63	-39,129.7	0
2021-09-12	SELL	108	386	183.43	84.5	41,420.07	2,290.37
2021-09-15	BUY	108	379	180.1	82.88	-41,194.98	0
2021-10-13	SELL	108	368.3	175.02	80.48	39,520.9	-1,674.08
2021-12-06	BUY	108	362.8	172.4	81.22	-39,436.02	0
2022-01-04	SELL	108	347.8	165.27	77.69	37,319.44	-2,116.58
2022-01-13	BUY	104	357.1	163.41	76.2	-37,378.01	0
2022-02-10	SELL	104	357	163.36	76.85	36,887.79	-490.22
2022-02-15	BUY	103	358	162.25	76.47	-37,112.71	0
2022-03-16	SELL	103	330.1	149.6	69.35	33,781.34	-3,331.37
2022-08-03	BUY	111	301.2	147.11	67.72	-33,648.02	0
2022-09-05	SELL	111	288.7	141	64.87	31,839.83	-1,808.19
2024-06-27	BUY	134	236.2	139.26	65.37	-31,855.43	0
2024-07-24	SELL	134	248.2	146.34	68.04	33,044.42	1,188.99
2024-07-29	BUY	128	257	144.74	67.22	-33,107.96	0
2024-08-15	SELL	128	381	214.58	98.02	48,455.4	15,347.44
2024-08-20	BUY	136	353	211.24	96.35	-48,315.58	0
2024-09-19	SELL	136	328.6	196.63	89.77	44,403.19	-3,912.39
2024-11-12	BUY	136	325.7	194.9	89.72	-44,579.82	0
2024-12-10	SELL	136	319.9	191.43	88.53	43,226.44	-1,353.38
2024-12-19	BUY	132	324.5	188.47	87.41	-43,109.88	0
2025-01-20	SELL	132	333.5	193.7	89.48	43,738.82	628.94
2025-01-23	BUY	130	335.9	192.13	88.8	-43,947.94	0
2025-02-20	SELL	130	343.2	196.31	90.31	44,329.37	381.44
2025-02-25	BUY	127	345	192.79	88.5	-44,096.29	0
2025-03-25	SELL	127	321.2	179.49	83.43	40,529.48	-3,566.8
2025-06-29	BUY	133	302.7	177.14	85.52	-40,521.76	0
2025-07-29	SELL	133	320	187.26	86.94	42,285.8	1,764.04
2025-08-03	BUY	134	313.5	184.84	85.68	-42,279.52	0
2025-09-01	SELL	134	311	183.37	85.35	41,405.28	-874.24
2025-09-04	BUY	133	309	180.83	84.12	-41,361.95	0
2025-10-06	SELL	133	302	176.73	84.85	39,904.42	-1,457.53
2026-01-27	BUY	149	267.1	175.11	81.74	-40,054.75	0
2026-03-01	SELL	149	262	171.77	79.6	38,786.63	-1,268.12
2026-06-08	BUY	156	246.8	169.4	79.77	-38,749.97	0
2026-07-07	SELL	156	259	177.78	82.39	40,143.84	1,393.86
2026-07-12	BUY	156	256.6	176.13	81.6	-40,287.33	0
2026-08-10	SELL	156	257	176.4	82.37	39,833.23	-454.1